The 65-year-old former governor of California returns to the big screen Friday as the sheriff of an Arizona border town tasked with stopping a Mexican cartel boss from returning to Mexico. It marks his first leading role since serving as The Governator for six years.

“I personally feel that this is entertainment,” said Schwarzenegger. “The other thing is a serious real life tragedy. I think that we are going to continue doing entertainment. That is what we are doing as our profession, but at the same time, we all have a responsibility, I think, to improve the situation that we are in.”

Schwarzenegger noted it’s important not to stigmatize mental illnesses. He also cited parenting, education, security and gun laws as contributing factors to the issue of gun violence.

“We as a society have the responsibility to look at this and leave no stone unturned,” he said.

Despite returning to moviemaking with “The Last Stand” and last year’s “The Expendables 2,” Schwarzenegger still wants to keep a toe in the political pool. He launched a think tank last year at the University of Southern California, the Schwarzenegger Institute for State and Global Policy. He hopes to work on reforming immigration, energy and environmental policies.

“Those things needs to be addressed–and even the budget deficit,” said Schwarzenegger. “How do you stop spending $1.3 trillion more than we are taking in? What do we do about it? All of those things I think were a failure, so our institute will address all those issues and study it. I will be involved with that, but I am not sitting in Sacramento. I am, in the meantime, sitting in Hollywood and continuing in the movie business.”

Schwarzenegger said his smaller part in “Expendables 2″ prepared him for his starring role in “Last Stand,” which also features Johnny Knoxville. He’ll next be seen alongside Sylvester Stallone in “The Tomb” set for release later this year.